Sunday, September 22, 2013

Donald Pianto: September 25th

Title: Dealing with monotone likelihood in a model for speckled data

Abstract: In this paper we study maximum likelihood estimation (MLE) of the roughness parameter of the G_{A}^{0} distribution for speckled imagery (Frery et al., 1997). We discover that when a certain criterion is satisfied by the sample moments, the likelihood function is monotone and MLE estimates are infinite, implying an extremely homogeneous region. We implement three corrected estimators in an attempt to obtain finite parameter estimates. Two of the estimators are taken from the literature on monotone likelihood (Firth, 1993; Jeffreys, 1946) and one, based on resampling, is proposed by the authors. We perform Monte Carlo experiments to compare the three estimators. We find the estimator based on the Jeffreys prior to be the worst. The choice between Firth’s estimator and the Bootstrap
estimator depends on the value of the number of looks (which is given before estimation) and the specific needs of the user. We also apply the estimators to real data obtained from synthetic aperture radar (SAR). These results corroborate the Monte Carlo findings.

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